+96.8%
CAT vs SPXS
-37.2%
+134.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | 0.0% |
| 7D | +2.9% | +1.2% | +1.7% | +3.7% |
| 30D | -2.6% | +5.2% | -7.8% | +0.4% |
| 3M | -10.7% | -9.2% | -1.5% | -14.0% |
| 6M | +16.1% | -29.6% | +45.7% | -1.0% |
| YTD | +43.2% | -27.6% | +70.9% | +25.1% |
| 1Y | +96.8% | -36.7% | +133.6% | +64.4% |
| All | +96.8% | -37.2% | +134.0% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling